Efficient Estimation: The Rao‐Zyskind Condition, Kruskal's Theorem and Ordinary Least Squares*

An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias

1962 • 7,696 citations

Proceedings of the fifth Berkeley symposium on mathematical statistics and probability.

1969 • 3,180 citations

Econometric Issues in the Analysis of Regressions with Generated Regressors

1984 • 2,277 citations

Pooling Cross Section and Time Series Data in the Estimation of a Dynamic Model: The Demand for Natural Gas

1966 • 1,007 citations

The Theory and Practice of Econometrics

1985 • 898 citations

Unanticipated Money Growth and Unemployment in the United States

1977 • 841 citations

The theory of least squares when the parameters are stochastic and its application to the analysis of growth curves

1965 • 633 citations

Advanced Econometrics

1987 • 592 citations

Partial Time Regressions as Compared with Individual Trends

1933 • 549 citations

The Limits to Rational Expectations.

1988 • 417 citations

What Economics Is Most Important to Teach: The Hansen Committee Report

1977 • 382 citations

On Canonical Forms, Non-Negative Covariance Matrices and Best and Simple Least Squares Linear Estimators in Linear Models

1967 • 308 citations

Does Anticipated Monetary Policy Matter? An Econometric Investigation

1982 • 294 citations

Two Stage and Related Estimators and Their Applications

1985 • 270 citations

When are Gauss-Markov and Least Squares Estimators Identical? A Coordinate-Free Approach

1968 • 242 citations

The Equality of the Ordinary Least Squares Estimator and the Best Linear Unbiased Estimator

1989 • 199 citations

Linear Least Squares Regression

1967 • 169 citations

OLS Estimation in a Model Where a Microvariable is Explained by Aggregates and Contemporaneous Disturbances are Equicorrelated

1981 • 134 citations

A Necessary and Sufficient Condition That Ordinary Least-Squares Estimators Be Best Linear Unbiased

1967 • 127 citations

Optimality of least squares in the seemingly unrelated regression equation model

1978 • 103 citations

The Empirical Foundations of the Phillips Curve: Evidence from Canadian Wage Contract Data

1979 • 75 citations

Asymptotic Equivalence of Ordinary Least Squares and Generalized Least Squares in Regressions with Integrated Regressors

1988 • 72 citations

Asymptotic Equivalence of Ordinary Least Squares and Generalized Least Squares in Regressions With Integrated Regressors

1988 • 64 citations

When are two step estimators efficient?

1991 • 54 citations

The Equality of the Ordinary Least Squares Estimator and the Best Linear Unbiased Estimator

1989 • 50 citations

On Necessary and Sufficient Conditions for Ordinary Least Squares Estimators to Be Best Linear Unbiased Estimators

1984 • 35 citations

A Simple Characterization of Seemingly Unrelated Regressions Models in which OLS is Blue

1991 • 29 citations

On the Efficiency of Ordinary Least-Squares in Regression Models

1970 • 28 citations

Keynesian and New Classical Models of Unemployment Revisited

1991 • 28 citations

Sufficient Linear Structures: Econometric Applications

1980 • 27 citations

Prediction and the efficiency of least squares

1972 • 24 citations

Applications of a necessary and sufficient condition for OLS to be BLUE

1989 • 23 citations

The Efficiency of OLS in a Seemingly Unrelated Regressions Model

1988 • 20 citations

When are two-stage and three-stage least squares estimators identical?

1981 • 19 citations

On Efficient Estimation and Correct Inference in Models with Generated Regressions: A General Approach

1990 • 15 citations

A Simple Characterization of Seemingly Unrelated Regressions Models in Which OLS Is BLUE

1991 • 15 citations

A Comparison of Two Criteria for Ordinary-Least-Squares Estimators to Be Best Linear Unbiased Estimators

1988 • 14 citations

On Necessary and Sufficient Conditions for Ordinary Least Squares Estimators to Be Best Linear Unbiased Estimators

1984 • 11 citations

On the Efficiency of Ordinary Least-Squares in Regression Models

1970 • 9 citations

The Efficiency of OLS in a Seemingly Unrelated Regressions Model

1989 • 9 citations

THE GEOMETRY OF SPECIFICATION ERROR

1984 • 6 citations

A Comparison of Two Criteria for Ordinary-Least-Squares Estimators to Be Best Linear Unbiased Estimators

1988 • 5 citations

Comment on university education in ecnometrics

1983 • 4 citations

On the efficiency of two-stage and three-stage least squares estimators

1988 • 3 citations